+498.2%
HCA vs PFGC
+292.9%
+205.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +5.4% | -4.8% | +10.2% | +7.2% |
| 30D | +3.0% | -12.5% | +15.5% | +7.8% |
| 3M | +13.0% | -9.7% | +22.7% | +16.9% |
| 6M | -20.3% | +7.0% | -27.3% | -22.5% |
| YTD | -8.2% | +4.5% | -12.7% | -10.7% |
| 1Y | +6.7% | -11.6% | +18.3% | +9.9% |
| 3Y | +60.4% | +58.5% | +1.9% | +31.3% |
| 5Y | +73.4% | +112.6% | -39.1% | +23.1% |
| All | +498.2% | +292.9% | +205.3% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling